TY  - THES
N2  - This research aims to identify the relation between monetary policy
efficiency (MPE), macroprudential policy (MaPP), central bank rate (CBR),
financial development (FD), money supply (MS), non-performing loans (NPL), loan
to deposit ratio (LDR), and capital adequacy ratio (CAR) on systemic risk in the
banking industry in Indonesia for the period from Q1 2010 to Q4 2023.
The estimation results using the GMM panel show that MPE has a significant
negative relation with systemic risk. However, MaPP has a positive and significant
relation with MPE. Meanwhile, CBR has a significant negative relation with
systemic risk. On the other hand, financial development and CAR have a positive
and significant relation with systemic risk. While money supply, NPL, and LDR
have a negative relation with systemic risk. These findings imply that policymakers
should increase the efficiency of monetary policy, implement strict monetary
policies by raising the central bank rate, and consider monetary policy easing to
reduce the level of bank systemic risk.
KW  - Monetary Policy Efficiency
KW  -  Macroprudential Policy
KW  -  Central Bank
Rate
KW  -  Financial Development
KW  -  Money Supply
KW  -  NPL
KW  -  LDR
KW  -  CAR
KW  -  Systemic Risk
KW  - 
GMM (Generalized Method of Moments).
Monetary Policy Efficiency
KW  -  Macroprudential Policy
KW  -  Central Bank
Rate
KW  -  Financial Development
KW  -  Money Supply
KW  -  NPL
KW  -  LDR
KW  -  CAR
KW  -  Sistemic Risk
KW  - 
GMM (Generalized Method of Moment).
ID  - eprintuntirta47906
EP  - 158
PB  - UNIVERSITAS SULTAN AGENG TIRTAYASA
Y1  - 2024///
UR  - https://eprints.untirta.ac.id/47906/
A1  - NUR KHOLISHOH, LILIS
M1  - masters
TI  - EFISIENSI KEBIJAKAN MONETER DAN RISIKO SISTEMIK PADA
INDUSTRI PERBANKAN DI INDONESIA
AV  - restricted
N1  - Penelitian ini bertujuan untuk mengidentifikasi pengaruh dari efisiensi
kebijakan moneter (monetary policy efficiency = MPE), kebijakan makroprudensial
(macroprudential policy = MaPP), suku bunga bank sentral (central bank rate =
CBR), financial development (FD), jumlah uang beredar (money supply = MS),
non-performing loans (NPL), loan to deposit ratio (LDR), capital adequacy ratio
(CAR) terhadap Risiko Sistemik (systemic risk) pada industri perbankan di
Indonesia pada periode 2010Q1 sampai dengan 2023Q4.
Hasil estimasi menggunakan panel GMM menunjukan bahwa MPE memiliki
pengaruh negatif dan signifikan terhadap systemic risk. Akan tetapi MaPP memiliki
pengaruh positif dan signifikan terhadap MPE. Sedangkan CBR memiliki pengaruh
negatif dan signifikan terhadap systemic risk. Sementara itu, financial development
dan CAR memiliki pengaruh positif dan signifikan terhadap systemic risk.
Sedangkan money supply, NPL dan LDR memiliki pengaruh negatif terhadap
systemic risk. Temuan tersebut memberi implikasi kepada pengambil kebijakan
supaya meningkatkan efisiensi kebijakan moneter, melakukan kebijakan moneter
yang ketat dengan meningkatkan suku bunga bank sentral, serta melakukan
pelonggaran kebijakan moneter supaya dapat menurunkan tingkat bank systemic
risk.
ER  -